Limit Theorems for Stochastic Processes, 2nd

Franzen, K Erik, and Jacod, J, and Shiryaev, Albert

ISBN 10: 3540439323 / ISBN 13: 9783540439325

Verlag: Springer, Berlin, Germany, 2002

Beschreibung

***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Sewn binding. Cloth over boards. 664 p. Contains: Illustrations, black & white. Grundlehren Der Mathematischen Wissenschaften (Springer Hardcover), 288. Audience: General/trade.

Bestandsnummer des Verkäufers K6500000598

Bibliografische Details

• Titel: Limit Theorems for Stochastic Processes, 2nd
• Verlag: Springer, Berlin, Germany
• Erscheinungsjahr: 2002
• Sprache: Englisch
• ISBN-10: 3540439323
• ISBN-13: 9783540439325
• Einband: Trade paperback
• Auflage: 2nd 2003 ed.
• Zustand: New in new dust jacket.

Über diesen Titel

Inhaltsangabe

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results.

Von der hinteren Coverseite

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an introduction to the theory of martingales and semimartingales, random measures stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.